1 An Empirical Bayes Approach to Efficient Portfolio Selection
Peter A. Frost  and James E. Savarino
Journal of Financial and Quantitative Analysis (1986), 21 : pp 293-305
Copyright © School of Business Administration, University of Washington 1986
DOI: 10.2307/2331043 (About DOI)
Published online: 06 April 2009

http://journals.cambridge.org/action/displayAbstract;jsessionid=D0C779D7278770DC59E9C8E46398032F.journals?fromPage=online&aid=4494644
2 ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS
  YAREMA OKHRIN
International Journal of Theoretical and Applied Finance (IJTAF)
Volume: 11, Issue: 3(2008) pp. 249-276     DOI: 10.1142/S0219024908004798
http://www.worldscinet.com/ijtaf/11/1103/S0219024908004798.html

3  The econometrics of efficient portfolios
C. Gourieroux, A. Monfort
Journal of Empirical Finance
http://www.sciencedirect.com/science/article/pii/S0927539804000192
Volume 12, Issue 1, January 2005, Pages 1-41